New Mexico City of Rocks State Park

"From a distance the City of Rocks does indeed resemble a city rising unexpectedly from the desert. As you get closer, you see that the "city" is actually made up of boulders of all shapes and sizes, many larger than a building."

"Campsites and picnic areas are scattered among the boulders, making this a great place to spend a day, or a week, wandering through the maze of pathways, hiking several trails, or just relaxing under a shade tree."

http://www.focusnewmexico.com/places/rocks.htm

Here's the location on Google Maps